My understanding was that Ms. Leading did her work at a brothel in the place the boy visits and then departs in Act 2. There are references to him revisiting memories of her, such as the callback at the end of "A Night on the Town", but I doubt he sees her personally in the city he's come accross after the war. Waves is also obviously a rememberance of a past romance, but we're not necessarily certain it was with her. At the end of Act 2 he does mention having a new romance in his life when he sings "goodbye Ms. Leading, I regret to inform you..."etc. in "Dear Ms. Leading".
I don't think the "someone's daughter" line, whoever it's about, refers to one character birthing another. It's more of a line that anyone can apply to the harm they've done to a woman during a past relationship. A realization of what you've done solidifies abruptly as you think of her as your own future daughter.
In the Sermon in the Silt, I don't think the line is referring to a romance - it's describing him coming across a crowd gathered to see the religious "snake oil salesman/con artist", and how he's sticking toward the back at first, not sure what to think. The rest of the song is the con artist's speech to the crowd.
From then on, the songs seem to be about his dealings working with the conman, not a relationship with a woman, though out of context of the narrative, you could certainly listen to them as such while remeniscing about your own past.
The point is, I think Ms. Leading was definitely his introduction to love and intimacy, and he has bittersweet memories of her that define his present character, but they're distant to him by this point. I think he must be reminiscing about a general loss somewhere leading up to or during the war. My theory is actually that "Remembered" is about him delivering the ashes of the soldier he met during the war to his parents, who are also sung about at the end of Act 3 (whether he was his actual blood brother or just a comrade), so the love mentioned in Waves could be him realizing that he's missing both brotherly and familial love in his life.